-98.1%
AMC vs IFF
+37.9%
-135.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.5% | +4.4% |
| 7D | +2.3% | -1.8% | +4.1% | +3.2% |
| 30D | -0.7% | -2.0% | +1.2% | +0.2% |
| 3M | +35.2% | +18.5% | +16.7% | +24.0% |
| 6M | +124.6% | +11.7% | +112.9% | +110.0% |
| YTD | +69.9% | +29.6% | +40.3% | +47.1% |
| 1Y | -2.6% | +35.0% | -37.5% | -17.8% |
| 3Y | -79.8% | +32.3% | -112.0% | -83.7% |
| 5Y | -99.4% | -34.6% | -64.8% | -99.3% |
| 10Y | -98.9% | -20.6% | -78.3% | -98.8% |
| All | -98.1% | +37.9% | -135.9% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IFF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling